NYMEX Light Sweet Crude Oil Future June 2016
Trading Metrics calculated at close of trading on 22-Apr-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Apr-2016 |
22-Apr-2016 |
Change |
Change % |
Previous Week |
Open |
43.97 |
43.42 |
-0.55 |
-1.3% |
39.90 |
High |
44.49 |
44.45 |
-0.04 |
-0.1% |
44.49 |
Low |
43.05 |
43.11 |
0.06 |
0.1% |
39.00 |
Close |
43.18 |
43.73 |
0.55 |
1.3% |
43.73 |
Range |
1.44 |
1.34 |
-0.10 |
-6.9% |
5.49 |
ATR |
1.79 |
1.76 |
-0.03 |
-1.8% |
0.00 |
Volume |
671,103 |
575,107 |
-95,996 |
-14.3% |
3,363,396 |
|
Daily Pivots for day following 22-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
47.78 |
47.10 |
44.47 |
|
R3 |
46.44 |
45.76 |
44.10 |
|
R2 |
45.10 |
45.10 |
43.98 |
|
R1 |
44.42 |
44.42 |
43.85 |
44.76 |
PP |
43.76 |
43.76 |
43.76 |
43.94 |
S1 |
43.08 |
43.08 |
43.61 |
43.42 |
S2 |
42.42 |
42.42 |
43.48 |
|
S3 |
41.08 |
41.74 |
43.36 |
|
S4 |
39.74 |
40.40 |
42.99 |
|
|
Weekly Pivots for week ending 22-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
58.88 |
56.79 |
46.75 |
|
R3 |
53.39 |
51.30 |
45.24 |
|
R2 |
47.90 |
47.90 |
44.74 |
|
R1 |
45.81 |
45.81 |
44.23 |
46.86 |
PP |
42.41 |
42.41 |
42.41 |
42.93 |
S1 |
40.32 |
40.32 |
43.23 |
41.37 |
S2 |
36.92 |
36.92 |
42.72 |
|
S3 |
31.43 |
34.83 |
42.22 |
|
S4 |
25.94 |
29.34 |
40.71 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
44.49 |
39.00 |
5.49 |
12.6% |
2.08 |
4.8% |
86% |
False |
False |
672,679 |
10 |
44.49 |
39.00 |
5.49 |
12.6% |
1.81 |
4.1% |
86% |
False |
False |
505,453 |
20 |
44.49 |
36.57 |
7.92 |
18.1% |
1.70 |
3.9% |
90% |
False |
False |
346,885 |
40 |
44.49 |
35.52 |
8.97 |
20.5% |
1.61 |
3.7% |
92% |
False |
False |
232,558 |
60 |
44.49 |
32.10 |
12.39 |
28.3% |
1.77 |
4.1% |
94% |
False |
False |
187,653 |
80 |
44.49 |
30.79 |
13.70 |
31.3% |
1.83 |
4.2% |
94% |
False |
False |
154,967 |
100 |
47.03 |
30.79 |
16.24 |
37.1% |
1.73 |
4.0% |
80% |
False |
False |
131,430 |
120 |
52.04 |
30.79 |
21.25 |
48.6% |
1.69 |
3.9% |
61% |
False |
False |
114,075 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
50.15 |
2.618 |
47.96 |
1.618 |
46.62 |
1.000 |
45.79 |
0.618 |
45.28 |
HIGH |
44.45 |
0.618 |
43.94 |
0.500 |
43.78 |
0.382 |
43.62 |
LOW |
43.11 |
0.618 |
42.28 |
1.000 |
41.77 |
1.618 |
40.94 |
2.618 |
39.60 |
4.250 |
37.42 |
|
|
Fisher Pivots for day following 22-Apr-2016 |
Pivot |
1 day |
3 day |
R1 |
43.78 |
43.45 |
PP |
43.76 |
43.17 |
S1 |
43.75 |
42.90 |
|